Narrow search
Showing 41 - 50 of 116,767
Cover Image
Introduction to simulation and risk analysis
Evans, James R.; Olson, David L. - 2002 - 2nd ed
Persistent link: https://www.econbiz.de/10001569942
Cover Image
Interbank Risk Assessment – A Simulation Approach
Jager, Maximilian - 2020
We introduce a novel simulation-based network approach, which provides full-fledged distributions of potential … that time in general resilient to the default of large banks, i.e. did not exhibit substantial contagion risk. Even though …
Persistent link: https://www.econbiz.de/10012836322
Cover Image
Risk Analysis Probability of Default : A Stochastic Simulation Model
Montesi, Giuseppe - 2015
We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given … identify the default condition, and solve the model by Monte Carlo simulation. First, we present the model; then we show how to …
Persistent link: https://www.econbiz.de/10013023044
Cover Image
Mitigating transaction risk for cross-border e-commerce firms : a multiagent-based simulation study
Ma, Shuzhong; Chai, Yuxi; Jia, Fu - In: International business review : the official journal of … 31 (2022) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10013270799
Cover Image
Simulation methods for robust risk assessment and the distorted mix approach
Kim, Sojung; Weber, Stefan - In: European journal of operational research : EJOR 298 (2022) 1, pp. 380-398
Persistent link: https://www.econbiz.de/10013206852
Cover Image
Equilibrium Multi-Agent Model With Heterogeneous Views on Fundamental Risks
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2021
the market price of risk. Finally, we present numerical examples on an interest rate model, which show how the multiple …
Persistent link: https://www.econbiz.de/10013214146
Cover Image
Navigational risk of ships proceeding through a fairway
Gucma, Stanisław; Gralak, Rafał; Muczyński, Bartosz; … - In: European research studies 24 (2021) 3, pp. 811-832
Persistent link: https://www.econbiz.de/10012664690
Cover Image
The impact of the Basel III liquidity ratios on banks : evidence from a simulation study
Grundke, Peter; Kühn, André - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 167-190
Persistent link: https://www.econbiz.de/10012416452
Cover Image
Building risk into the mitigation/adaptation decisions simulated by integrated assessment models
Markandya, Anil; De Cian, Enrica; Drouet, Laurent; … - In: Environmental & resource economics : the official … 74 (2019) 4, pp. 1687-1721
Persistent link: https://www.econbiz.de/10012385023
Cover Image
Properties and comparison of risk capital allocation methods
Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - In: European journal of operational research : EJOR 259 (2017) 2, pp. 614-625
Persistent link: https://www.econbiz.de/10011661761